Download or read book Information Geometry written by Geert Verdoolaege and published by MDPI. This book was released on 2019-04-04 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Special Issue of the journal Entropy, titled “Information Geometry I”, contains a collection of 17 papers concerning the foundations and applications of information geometry. Based on a geometrical interpretation of probability, information geometry has become a rich mathematical field employing the methods of differential geometry. It has numerous applications to data science, physics, and neuroscience. Presenting original research, yet written in an accessible, tutorial style, this collection of papers will be useful for scientists who are new to the field, while providing an excellent reference for the more experienced researcher. Several papers are written by authorities in the field, and topics cover the foundations of information geometry, as well as applications to statistics, Bayesian inference, machine learning, complex systems, physics, and neuroscience.
Download or read book Issues in Algebra Geometry and Topology 2011 Edition written by and published by ScholarlyEditions. This book was released on 2012-01-09 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Algebra, Geometry, and Topology / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Algebra, Geometry, and Topology. The editors have built Issues in Algebra, Geometry, and Topology: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Algebra, Geometry, and Topology in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Algebra, Geometry, and Topology: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Download or read book Stochastic Differential and Difference Equations written by Imre Csiszar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays in Honor of Aman Ullah written by R. Carter Hill and published by Emerald Group Publishing. This book was released on 2016-06-29 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Download or read book Spectral Analysis written by Francis Castanié and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with these parametric methods, first discussing those based on time series models, Capon’s method and its variants, and then estimators based on the notions of sub-spaces. However, the book also deals with the traditional “analog” methods, now called non-parametric methods, which are still the most widely used in practical spectral analysis.
Download or read book ARMA Model Identification written by ByoungSeon Choi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
Download or read book Identification and System Parameter Estimation 1982 written by G. A. Bekey and published by Elsevier. This book was released on 2016-06-06 with total page 869 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identification and System Parameter Estimation 1982 covers the proceedings of the Sixth International Federation of Automatic Control (IFAC) Symposium. The book also serves as a tribute to Dr. Naum S. Rajbman. The text covers issues concerning identification and estimation, such as increasing interrelationships between identification/estimation and other aspects of system theory, including control theory, signal processing, experimental design, numerical mathematics, pattern recognition, and information theory. The book also provides coverage regarding the application and problems faced by several engineering and scientific fields that use identification and estimation, such as biological systems, traffic control, geophysics, aeronautics, robotics, economics, and power systems. Researchers from all scientific fields will find this book a great reference material, since it presents topics that concern various disciplines.
Download or read book Introduction to Time Series Modeling with Applications in R written by Genshiro Kitagawa and published by CRC Press. This book was released on 2020-08-10 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the first edition: [This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. ... [It] is a valuable book, especially with its broad and accessible introduction of models in the state-space framework. –Statistics in Medicine What distinguishes this book from comparable introductory texts is the use of state-space modeling. Along with this come a number of valuable tools for recursive filtering and smoothing, including the Kalman filter, as well as non-Gaussian and sequential Monte Carlo filters. –MAA Reviews Introduction to Time Series Modeling with Applications in R, Second Edition covers numerous stationary and nonstationary time series models and tools for estimating and utilizing them. The goal of this book is to enable readers to build their own models to understand, predict and master time series. The second edition makes it possible for readers to reproduce examples in this book by using the freely available R package TSSS to perform computations for their own real-world time series problems. This book employs the state-space model as a generic tool for time series modeling and presents the Kalman filter, the non-Gaussian filter and the particle filter as convenient tools for recursive estimation for state-space models. Further, it also takes a unified approach based on the entropy maximization principle and employs various methods of parameter estimation and model selection, including the least squares method, the maximum likelihood method, recursive estimation for state-space models and model selection by AIC. Along with the standard stationary time series models, such as the AR and ARMA models, the book also introduces nonstationary time series models such as the locally stationary AR model, the trend model, the seasonal adjustment model, the time-varying coefficient AR model and nonlinear non-Gaussian state-space models. About the Author: Genshiro Kitagawa is a project professor at the University of Tokyo, the former Director-General of the Institute of Statistical Mathematics, and the former President of the Research Organization of Information and Systems.
Download or read book Proceedings of the 1999 IEEE International Conference on Control Applications written by and published by . This book was released on 1999 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Geometry and Identification written by Peter E. Caines and published by . This book was released on 1983 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotics Nonparametrics and Time Series written by Subir Ghosh and published by CRC Press. This book was released on 1999-02-18 with total page 858 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
Download or read book International Journal of Forecasting written by and published by . This book was released on 1991 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Bartlett Correction and Bias Reduction written by Gauss M. Cordeiro and published by Springer Science & Business Media. This book was released on 2014-05-08 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.
Download or read book Time Series Analysis Methods and Applications written by Tata Subba Rao and published by Elsevier. This book was released on 2012-06-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.
Download or read book Mathematical Reviews written by and published by . This book was released on 2007 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Digital Signal Processing Fundamentals written by Vijay Madisetti and published by CRC Press. This book was released on 2017-12-19 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now available in a three-volume set, this updated and expanded edition of the bestselling The Digital Signal Processing Handbook continues to provide the engineering community with authoritative coverage of the fundamental and specialized aspects of information-bearing signals in digital form. Encompassing essential background material, technical details, standards, and software, the second edition reflects cutting-edge information on signal processing algorithms and protocols related to speech, audio, multimedia, and video processing technology associated with standards ranging from WiMax to MP3 audio, low-power/high-performance DSPs, color image processing, and chips on video. Drawing on the experience of leading engineers, researchers, and scholars, the three-volume set contains 29 new chapters that address multimedia and Internet technologies, tomography, radar systems, architecture, standards, and future applications in speech, acoustics, video, radar, and telecommunications. Emphasizing theoretical concepts, Digital Signal Processing Fundamentals provides comprehensive coverage of the basic foundations of DSP and includes the following parts: Signals and Systems; Signal Representation and Quantization; Fourier Transforms; Digital Filtering; Statistical Signal Processing; Adaptive Filtering; Inverse Problems and Signal Reconstruction; and Time–Frequency and Multirate Signal Processing.
